{"id":7713,"date":"2024-08-13T14:51:23","date_gmt":"2024-08-13T17:51:23","guid":{"rendered":"https:\/\/economicas.uba.ar\/iiep\/netlab\/?p=7713"},"modified":"2024-12-04T15:20:54","modified_gmt":"2024-12-04T18:20:54","slug":"efectos-de-red-en-mercados-interbancarios-de-call-y-repo-de-argentina","status":"publish","type":"post","link":"https:\/\/economicas.uba.ar\/iiep\/netlab\/efectos-de-red-en-mercados-interbancarios-de-call-y-repo-de-argentina\/","title":{"rendered":"Efectos de red en mercados interbancarios de Call y Repo de Argentina"},"content":{"rendered":"\t\t<div data-elementor-type=\"wp-post\" data-elementor-id=\"7713\" class=\"elementor elementor-7713\" data-elementor-post-type=\"post\">\n\t\t\t\t\t\t<section class=\"elementor-section elementor-top-section elementor-element elementor-element-53b5461 elementor-section-boxed elementor-section-height-default elementor-section-height-default\" data-id=\"53b5461\" data-element_type=\"section\" data-e-type=\"section\">\n\t\t\t\t\t\t<div class=\"elementor-container elementor-column-gap-default\">\n\t\t\t\t\t<div class=\"elementor-column elementor-col-100 elementor-top-column elementor-element elementor-element-a3e1567\" data-id=\"a3e1567\" data-element_type=\"column\" data-e-type=\"column\">\n\t\t\t<div class=\"elementor-widget-wrap elementor-element-populated\">\n\t\t\t\t\t\t<div class=\"elementor-element elementor-element-940bb4b elementor-widget elementor-widget-spacer\" data-id=\"940bb4b\" data-element_type=\"widget\" data-e-type=\"widget\" data-widget_type=\"spacer.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t\t\t<div class=\"elementor-spacer\">\n\t\t\t<div class=\"elementor-spacer-inner\"><\/div>\n\t\t<\/div>\n\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/section>\n\t\t<div class=\"elementor-element elementor-element-f09ec1c e-flex e-con-boxed e-con e-parent\" data-id=\"f09ec1c\" data-element_type=\"container\" data-e-type=\"container\">\n\t\t\t\t\t<div class=\"e-con-inner\">\n\t\t\t\t<div class=\"elementor-element elementor-element-5c668e9 elementor-widget elementor-widget-heading\" data-id=\"5c668e9\" data-element_type=\"widget\" data-e-type=\"widget\" data-widget_type=\"heading.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t<h2 class=\"elementor-heading-title elementor-size-default\">Efectos de red en mercados interbancarios de Call y Repo de Argentina<\/h2>\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t<div class=\"elementor-element elementor-element-879cd56 e-con-full e-flex e-con e-child\" data-id=\"879cd56\" data-element_type=\"container\" data-e-type=\"container\">\n\t\t\t\t<div class=\"elementor-element elementor-element-21f388e elementor-widget elementor-widget-heading\" data-id=\"21f388e\" data-element_type=\"widget\" data-e-type=\"widget\" data-widget_type=\"heading.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t<h1 class=\"elementor-heading-title elementor-size-default\">Elosegui, Pedro\n<br>\nMontes-Rojas, Gabriel\n<\/h1>\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<div class=\"elementor-element elementor-element-dc1de73 elementor-widget elementor-widget-button\" data-id=\"dc1de73\" data-element_type=\"widget\" data-e-type=\"widget\" data-widget_type=\"button.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t\t\t\t\t<div class=\"elementor-button-wrapper\">\n\t\t\t\t\t<a class=\"elementor-button elementor-button-link elementor-size-sm\" href=\"https:\/\/www.bcra.gob.ar\/PublicacionesEstadisticas\/Resumen_ensayos.asp?id=1514\" target=\"_blank\">\n\t\t\t\t\t\t<span class=\"elementor-button-content-wrapper\">\n\t\t\t\t\t\t<span class=\"elementor-button-icon\">\n\t\t\t\t<i aria-hidden=\"true\" class=\"fas fa-arrow-down\"><\/i>\t\t\t<\/span>\n\t\t\t\t\t\t\t\t\t<span class=\"elementor-button-text\">bajar<\/span>\n\t\t\t\t\t<\/span>\n\t\t\t\t\t<\/a>\n\t\t\t\t<\/div>\n\t\t\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<div class=\"elementor-element elementor-element-88669af elementor-widget elementor-widget-heading\" data-id=\"88669af\" data-element_type=\"widget\" data-e-type=\"widget\" data-widget_type=\"heading.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t<p class=\"elementor-heading-title elementor-size-default\">2020<\/p>\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t<div class=\"elementor-element elementor-element-021ee9f e-flex e-con-boxed e-con e-parent\" data-id=\"021ee9f\" data-element_type=\"container\" data-e-type=\"container\">\n\t\t\t\t\t<div class=\"e-con-inner\">\n\t\t\t\t<div class=\"elementor-element elementor-element-aa3e9a0 elementor-widget elementor-widget-heading\" data-id=\"aa3e9a0\" data-element_type=\"widget\" data-e-type=\"widget\" data-widget_type=\"heading.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t<p class=\"elementor-heading-title elementor-size-default\"><a href=\"https:\/\/www.bcra.gob.ar\/PublicacionesEstadisticas\/Resumen_ensayos.asp?id=1514\" target=\"_blank\">Journal of Econometric Methods, 11(1), 17-34. https:\/\/doi.org\/10.1515\/jem-2021-0001\n\n\n<\/a><\/p>\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t<div class=\"elementor-element elementor-element-d3ea42e e-flex e-con-boxed e-con e-parent\" data-id=\"d3ea42e\" data-element_type=\"container\" data-e-type=\"container\">\n\t\t\t\t\t<div class=\"e-con-inner\">\n\t\t\t\t<div class=\"elementor-element elementor-element-37b9936 elementor-widget elementor-widget-text-editor\" data-id=\"37b9936\" data-element_type=\"widget\" data-e-type=\"widget\" data-widget_type=\"text-editor.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t\t\t\t\t<p><span style=\"font-weight: 400;\">Se estudia el efecto de la centralidad de red en los spreads de las tasas de inter\u00e9s en los\u00a0 <\/span><span style=\"font-weight: 400;\">mercados interbancarios argentinos, tanto en el no garantizado (Call) como en el garantizado (Repo) donde opera el BCRA. Los mercados difieren en t\u00e9rminos de garant\u00edas y microestructura.<\/span><span style=\"font-weight: 400;\">Las medidas de centralidad local y global se utilizan como variables explicativas en una regresi\u00f3n en datos de panel con efectos fijos de a pares. Las medidas de centralidad local son significativas s\u00f3lo en el mercado de Repo, las globales en ambos mercados, aunque con efectos diferentes. El impacto de las medidas de centralidad en la liquidez revela su importancia para el seguimiento del riesgo sist\u00e9mico.<\/span><\/p>\t\t\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t<div class=\"elementor-element elementor-element-e306e3e e-flex e-con-boxed e-con e-parent\" data-id=\"e306e3e\" data-element_type=\"container\" data-e-type=\"container\">\n\t\t\t\t\t<div class=\"e-con-inner\">\n\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<section class=\"elementor-section elementor-top-section elementor-element elementor-element-6e65d16b elementor-section-full_width elementor-section-stretched elementor-section-height-default elementor-section-height-default\" data-id=\"6e65d16b\" data-element_type=\"section\" data-e-type=\"section\" data-settings=\"{&quot;stretch_section&quot;:&quot;section-stretched&quot;,&quot;background_background&quot;:&quot;classic&quot;}\">\n\t\t\t\t\t\t\t<div class=\"elementor-background-overlay\"><\/div>\n\t\t\t\t\t\t\t<div class=\"elementor-container elementor-column-gap-default\">\n\t\t\t\t\t<div class=\"elementor-column elementor-col-100 elementor-top-column elementor-element elementor-element-568465ff\" data-id=\"568465ff\" data-element_type=\"column\" data-e-type=\"column\">\n\t\t\t<div class=\"elementor-widget-wrap elementor-element-populated\">\n\t\t\t\t\t\t<section class=\"elementor-section elementor-inner-section elementor-element elementor-element-2e05a694 elementor-section-boxed elementor-section-height-default elementor-section-height-default\" data-id=\"2e05a694\" data-element_type=\"section\" data-e-type=\"section\">\n\t\t\t\t\t\t\t<div class=\"elementor-background-overlay\"><\/div>\n\t\t\t\t\t\t\t<div class=\"elementor-container elementor-column-gap-default\">\n\t\t\t\t\t<div class=\"elementor-column elementor-col-33 elementor-inner-column elementor-element elementor-element-7a4841ad\" data-id=\"7a4841ad\" data-element_type=\"column\" data-e-type=\"column\">\n\t\t\t<div class=\"elementor-widget-wrap elementor-element-populated\">\n\t\t\t\t<div class=\"elementor-element elementor-element-23883508 e-grid e-con-boxed e-con e-parent\" data-id=\"23883508\" data-element_type=\"container\" data-e-type=\"container\">\n\t\t\t\t\t<div class=\"e-con-inner\">\n\t\t\t\t<div class=\"elementor-element elementor-element-1777eaca elementor-view-framed elementor-shape-circle elementor-widget elementor-widget-icon\" data-id=\"1777eaca\" data-element_type=\"widget\" data-e-type=\"widget\" data-widget_type=\"icon.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t\t\t<div class=\"elementor-icon-wrapper\">\n\t\t\t<a class=\"elementor-icon\" href=\"\" target=\"_blank\">\n\t\t\t<i aria-hidden=\"true\" class=\"far fa-envelope\"><\/i>\t\t\t<\/a>\n\t\t<\/div>\n\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/div>\n\t\t\t\t<div class=\"elementor-column elementor-col-33 elementor-inner-column elementor-element elementor-element-618cf589\" data-id=\"618cf589\" data-element_type=\"column\" data-e-type=\"column\">\n\t\t\t<div class=\"elementor-widget-wrap elementor-element-populated\">\n\t\t\t\t\t\t<div class=\"elementor-element elementor-element-3c953616 elementor-view-framed elementor-shape-circle elementor-widget elementor-widget-icon\" data-id=\"3c953616\" data-element_type=\"widget\" data-e-type=\"widget\" data-widget_type=\"icon.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t\t\t<div class=\"elementor-icon-wrapper\">\n\t\t\t<a class=\"elementor-icon\" href=\"https:\/\/x.com\/netlab_iiep\" target=\"_blank\">\n\t\t\t<i aria-hidden=\"true\" class=\"fab fa-x-twitter\"><\/i>\t\t\t<\/a>\n\t\t<\/div>\n\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/div>\n\t\t\t\t<div class=\"elementor-column elementor-col-33 elementor-inner-column elementor-element elementor-element-420185fb\" data-id=\"420185fb\" data-element_type=\"column\" data-e-type=\"column\">\n\t\t\t<div class=\"elementor-widget-wrap elementor-element-populated\">\n\t\t\t\t\t\t<div class=\"elementor-element elementor-element-5e323962 elementor-view-framed elementor-shape-circle elementor-widget elementor-widget-icon\" data-id=\"5e323962\" data-element_type=\"widget\" data-e-type=\"widget\" data-widget_type=\"icon.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t\t\t<div class=\"elementor-icon-wrapper\">\n\t\t\t<a class=\"elementor-icon\" href=\"https:\/\/www.youtube.com\/c\/IIEPUBACONICET\" target=\"_blank\">\n\t\t\t<i aria-hidden=\"true\" class=\"fab fa-youtube\"><\/i>\t\t\t<\/a>\n\t\t<\/div>\n\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/section>\n\t\t\t\t\t<\/div>\n\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/section>\n\t\t<div class=\"elementor-element elementor-element-1b0a85b1 e-flex e-con-boxed e-con e-parent\" data-id=\"1b0a85b1\" data-element_type=\"container\" data-e-type=\"container\" data-settings=\"{&quot;background_background&quot;:&quot;classic&quot;}\">\n\t\t\t\t\t<div class=\"e-con-inner\">\n\t\t<div class=\"elementor-element elementor-element-19b36296 e-grid e-con-boxed e-con e-child\" data-id=\"19b36296\" data-element_type=\"container\" data-e-type=\"container\">\n\t\t\t\t\t<div class=\"e-con-inner\">\n\t\t\t\t<div class=\"elementor-element elementor-element-10daff99 elementor-widget elementor-widget-image\" data-id=\"10daff99\" data-element_type=\"widget\" data-e-type=\"widget\" data-widget_type=\"image.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t\t\t\t\t\t\t\t\t\t\t<img decoding=\"async\" src=\"https:\/\/economicas.uba.ar\/iiep\/netlab\/wp-content\/uploads\/IIEP_sinfondo.png\" title=\"\" alt=\"\" loading=\"lazy\" \/>\t\t\t\t\t\t\t\t\t\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<div class=\"elementor-element elementor-element-5f60f467 elementor-widget elementor-widget-text-editor\" data-id=\"5f60f467\" data-element_type=\"widget\" data-e-type=\"widget\" data-widget_type=\"text-editor.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t\t\t\t\t<p>Av. C\u00f3rdoba 2122 &#8211; 1\u00b0 piso (C1120 AAQ)<br \/>Ciudad Aut\u00f3noma de Buenos Aires |\u00a0 Argentina<br \/>Tel\/fax: +54 11 5285-6578\u00a0<\/p>\t\t\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t<div class=\"elementor-element elementor-element-660b2207 e-grid e-con-boxed e-con e-child\" data-id=\"660b2207\" data-element_type=\"container\" data-e-type=\"container\">\n\t\t\t\t\t<div class=\"e-con-inner\">\n\t\t\t\t<div class=\"elementor-element elementor-element-4aac2ce0 elementor-widget elementor-widget-heading\" data-id=\"4aac2ce0\" data-element_type=\"widget\" data-e-type=\"widget\" data-widget_type=\"heading.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t<h4 class=\"elementor-heading-title elementor-size-default\"><a href=\"http:\/\/eepurl.com\/gvhK2j\">\u00bfQuer\u00e9s conocer nuestras novedades?\nSumate a nuestra lista de correo<\/a><\/h4>\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t","protected":false},"excerpt":{"rendered":"<p>Efectos de red en mercados interbancarios de Call y Repo de Argentina Elosegui, Pedro Montes-Rojas, Gabriel bajar 2020 Journal of Econometric Methods, 11(1), 17-34. https:\/\/doi.org\/10.1515\/jem-2021-0001 Se estudia el efecto de<\/p>\n","protected":false},"author":8,"featured_media":0,"comment_status":"closed","ping_status":"closed","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[97],"tags":[94],"class_list":["post-7713","post","type-post","status-publish","format-standard","hentry","category-paper","tag-publicaciones"],"_links":{"self":[{"href":"https:\/\/economicas.uba.ar\/iiep\/netlab\/wp-json\/wp\/v2\/posts\/7713","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/economicas.uba.ar\/iiep\/netlab\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/economicas.uba.ar\/iiep\/netlab\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/economicas.uba.ar\/iiep\/netlab\/wp-json\/wp\/v2\/users\/8"}],"replies":[{"embeddable":true,"href":"https:\/\/economicas.uba.ar\/iiep\/netlab\/wp-json\/wp\/v2\/comments?post=7713"}],"version-history":[{"count":25,"href":"https:\/\/economicas.uba.ar\/iiep\/netlab\/wp-json\/wp\/v2\/posts\/7713\/revisions"}],"predecessor-version":[{"id":8404,"href":"https:\/\/economicas.uba.ar\/iiep\/netlab\/wp-json\/wp\/v2\/posts\/7713\/revisions\/8404"}],"wp:attachment":[{"href":"https:\/\/economicas.uba.ar\/iiep\/netlab\/wp-json\/wp\/v2\/media?parent=7713"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/economicas.uba.ar\/iiep\/netlab\/wp-json\/wp\/v2\/categories?post=7713"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/economicas.uba.ar\/iiep\/netlab\/wp-json\/wp\/v2\/tags?post=7713"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}